BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 15:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.9% (54.23–63.53) · ATM IV 33.1% · P/C open interest 0.64
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 22.50 | 26.05 | 98.6% | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.0500 | 5 | 73.2% | -0.00 | 0.0004 | -0.001 | |||
| 18.45 | 20.40 | 7 | 85.1% | 1.00 | 0.0011 | 0.000 | 40 | 0 | 0.0200 | 2,003 | 50.5% | -0.00 | 0.0011 | -0.001 | ||
| 13.70 | 15.25 | 8 | 65.0% | 0.99 | 0.0040 | -0.002 | 45 | 0.0100 | 0.0800 | 12 | 48 | 44.2% | -0.01 | 0.0041 | -0.003 | |
| 9.95 | 11.35 | 54.0% | 0.96 | 0.0131 | -0.007 | 49 | 0.0700 | 0.1400 | 2 | 37.1% | -0.04 | 0.0132 | -0.009 | |||
| 9.00 | 10.25 | 16 | 48.8% | 0.95 | 0.0173 | -0.010 | 50 | 0.1300 | 0.1800 | 8 | 2,359 | 36.7% | -0.06 | 0.0174 | -0.011 | |
| 8.05 | 9.45 | 48.0% | 0.93 | 0.0223 | -0.013 | 51 | 0.0700 | 0.3400 | 35.4% | -0.08 | 0.0225 | -0.014 | ||||
| 7.15 | 8.50 | 45.3% | 0.90 | 0.0283 | -0.016 | 52 | 0.2400 | 0.3400 | 1 | 34.8% | -0.10 | 0.0285 | -0.017 | |||
| 6.70 | 8.00 | 43.6% | 0.88 | 0.0316 | -0.018 | 52.5 | 0.2200 | 0.5100 | 1 | 274 | 35.2% | -0.12 | 0.0319 | -0.018 | ||
| 6.25 | 7.60 | 43.0% | 0.87 | 0.0350 | -0.019 | 53 | 0.3300 | 0.5800 | 35.6% | -0.13 | 0.0353 | -0.020 | ||||
| 5.45 | 6.70 | 41.3% | 0.83 | 0.0422 | -0.023 | 54 | 0.4200 | 0.7400 | 1 | 34.3% | -0.17 | 0.0426 | -0.024 | |||
| 4.65 | 5.05 | 91 | 31.9% | 0.78 | 0.0495 | -0.027 | 55 | 0.7700 | 0.8300 | 18 | 7,315 | 34.1% | -0.22 | 0.0500 | -0.028 | |
| 4.10 | 4.35 | 33.8% | 0.73 | 0.0563 | -0.030 | 56 | 1.00 | 1.25 | 24 | 34.9% | -0.28 | 0.0570 | -0.031 | |||
| 3.35 | 3.75 | 33.5% | 0.67 | 0.0621 | -0.033 | 57 | 1.21 | 1.40 | 1 | 32.3% | -0.34 | 0.0630 | -0.033 | |||
| 3.15 | 3.25 | 395 | 33.2% | 0.63 | 0.0644 | -0.034 | 57.5 | 1.55 | 1.63 | 18 | 7,104 | 33.6% | -0.37 | 0.0654 | -0.035 | |
| 2.78 | 3.25 | 34.3% | 0.60 | 0.0663 | -0.035 | 58 | 1.60 | 1.96 | 33.4% | -0.40 | 0.0673 | -0.035 | ||||
| 2.33 | 2.58 | 2 | 33.8% | 0.53 | 0.0685 | -0.036 | 59 | 2.08 | 2.32 | 32.3% | -0.47 | 0.0698 | -0.036 | |||
| 1.84 | 2.04 | 27 | 2,127 | 33.0% | 0.46 | 0.0686 | -0.036 | 60 | 2.76 | 2.82 | 53 | 5,312 | 32.9% | -0.54 | 0.0701 | -0.036 |
| 1.47 | 1.59 | 81 | 32.7% | 0.40 | 0.0666 | -0.035 | 61 | 3.25 | 3.60 | 33.5% | -0.61 | 0.0683 | -0.035 | |||
| 1.16 | 1.34 | 2 | 33.5% | 0.34 | 0.0628 | -0.033 | 62 | 3.70 | 4.40 | 32.8% | -0.67 | 0.0648 | -0.034 | |||
| 1.01 | 1.11 | 65 | 3,727 | 32.8% | 0.31 | 0.0604 | -0.032 | 62.5 | 4.30 | 4.70 | 3,517 | 34.2% | -0.70 | 0.0626 | -0.032 | |
| 0.8900 | 1.06 | 49 | 33.5% | 0.28 | 0.0578 | -0.030 | 63 | 4.45 | 5.15 | 33.0% | -0.73 | 0.0600 | -0.031 | |||
| 0.6300 | 1.07 | 35.3% | 0.23 | 0.0520 | -0.028 | 64 | 4.75 | 6.00 | 28.5% | -0.78 | 0.0544 | -0.028 | ||||
| 0.5200 | 0.6100 | 96 | 23.9K | 33.3% | 0.19 | 0.0458 | -0.024 | 65 | 5.75 | 6.80 | 398 | 29.3% | -0.83 | 0.0484 | -0.025 | |
| 0.3500 | 0.5900 | 7 | 34.4% | 0.15 | 0.0396 | -0.021 | 66 | 6.45 | 7.70 | 23.1% | -0.87 | 0.0424 | -0.022 | |||
| 0.2800 | 0.4700 | 6 | 35.1% | 0.12 | 0.0337 | -0.018 | 67 | 7.25 | 8.55 | -0.90 | 0.0369 | -0.019 | ||||
| 0.2000 | 0.4500 | 20 | 1,638 | 35.1% | 0.11 | 0.0309 | -0.017 | 67.5 | 7.95 | 9.15 | 100 | -0.91 | 0.0342 | -0.018 | ||
| 0.1300 | 0.4500 | 5 | 35.4% | 0.10 | 0.0283 | -0.016 | 68 | 8.20 | 9.50 | -0.93 | 0.0316 | -0.017 | ||||
| 0.0800 | 0.3800 | 35.9% | 0.08 | 0.0236 | -0.013 | 69 | 9.10 | 10.45 | -0.95 | 0.0275 | -0.014 | |||||
| 0.1300 | 0.1800 | 22 | 7,898 | 35.2% | 0.06 | 0.0195 | -0.011 | 70 | 10.15 | 11.60 | 67 | -0.97 | 0.0228 | -0.012 | ||
| 0.0300 | 0.1800 | 4 | 34.8% | 0.05 | 0.0161 | -0.009 | 71 | 10.75 | 12.40 | -0.98 | 0.0178 | -0.010 | ||||
| 0.0800 | 0.1400 | 5 | 37.2% | 0.04 | 0.0132 | -0.008 | 72 | 11.60 | 13.65 | -0.99 | 0.0115 | -0.008 | ||||
| 0.0700 | 0.1300 | 12 | 2,411 | 37.6% | 0.03 | 0.0120 | -0.007 | 72.5 | 12.00 | 14.15 | -0.99 | 0.0086 | -0.008 | |||
| 0 | 0.2000 | 38.7% | 0.03 | 0.0109 | -0.007 | 73 | 12.40 | 14.65 | -1.00 | 0.0061 | -0.008 | |||||
| 0 | 0.1500 | 1,954 | 40.6% | 0.02 | 0.0074 | -0.005 | 75 | 14.20 | 16.85 | -1.00 | 0.0007 | -0.007 | ||||
| 0 | 0.1300 | 111 | 44.2% | 0.01 | 0.0047 | -0.003 | 77.5 | 16.60 | 19.55 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.1200 | 245 | 48.0% | 0.01 | 0.0031 | -0.002 | 80 | 19.10 | 21.95 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.0100 | 114 | 42.4% | 0.00 | 0.0014 | -0.001 | 85 | 24.05 | 27.50 | -1.00 | 0.0000 | -0.007 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs